+21.2%
IGV vs CCL
+1.3%
+19.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.3% |
| 7D | -1.5% | -4.4% | +2.8% | -0.4% |
| 30D | -3.0% | -18.2% | +15.2% | +1.8% |
| 3M | +9.6% | -17.7% | +27.3% | +14.5% |
| 6M | +16.1% | -13.0% | +29.1% | +18.3% |
| YTD | -3.6% | -24.5% | +20.8% | +1.2% |
| 1Y | -7.8% | -26.9% | +19.1% | -3.0% |
| 3Y | +40.0% | +50.8% | -10.8% | +16.9% |
| 5Y | +21.2% | -0.9% | +22.1% | +1.1% |
| All | +21.2% | +1.3% | +19.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling